Welcome to YieldCurve.com

This site is a database of research, articles, presentations and applications software published by us during the period December 2000 - December 2006. During this time our areas of research interest included fixed income markets, credit derivatives, interest-rate derivatives, securitisation, structured finance and structured credit products.

All articles, presentations and Excel spreadsheets are available for free download to all site visitors. These may be accessed via the main menu bar on the left.
We will continue to maintain a database of FX rates and UK and US government bond yield curves.

YieldCurve.com would like to thank all authors and external contributors for their submissions to the e-Journal. Best wishes.